I'm more comfortable running the command line curl through subprocess. This avoids all of the potential version matching headaches of python, pycurl, and libcurl. The observation that pycurl hasn't been touched in 2 years, and is only listed as suppported through Python 2.5, made me wary.
-- John

"The problem could be that the Python libraries, per HTTP-Standard, first send an unauthenticated request, and then only if it's answered with a 401 retry, are the correct credentials sent. If the Foursquare servers don't do "totally standard authentication" then the libraries won't work.